CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 1.2660 1.2685 0.0025 0.2% 1.2575
High 1.2720 1.2718 -0.0002 0.0% 1.2720
Low 1.2639 1.2612 -0.0027 -0.2% 1.2490
Close 1.2679 1.2645 -0.0034 -0.3% 1.2645
Range 0.0081 0.0106 0.0025 30.9% 0.0230
ATR 0.0140 0.0137 -0.0002 -1.7% 0.0000
Volume 143 668 525 367.1% 1,492
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2976 1.2917 1.2703
R3 1.2870 1.2811 1.2674
R2 1.2764 1.2764 1.2664
R1 1.2705 1.2705 1.2655 1.2682
PP 1.2658 1.2658 1.2658 1.2647
S1 1.2599 1.2599 1.2635 1.2576
S2 1.2552 1.2552 1.2626
S3 1.2446 1.2493 1.2616
S4 1.2340 1.2387 1.2587
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3308 1.3207 1.2772
R3 1.3078 1.2977 1.2708
R2 1.2848 1.2848 1.2687
R1 1.2747 1.2747 1.2666 1.2798
PP 1.2618 1.2618 1.2618 1.2644
S1 1.2517 1.2517 1.2624 1.2568
S2 1.2388 1.2388 1.2603
S3 1.2158 1.2287 1.2582
S4 1.1928 1.2057 1.2519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2720 1.2490 0.0230 1.8% 0.0114 0.9% 67% False False 377
10 1.2720 1.2170 0.0550 4.3% 0.0141 1.1% 86% False False 288
20 1.2720 1.2070 0.0650 5.1% 0.0130 1.0% 88% False False 212
40 1.2760 1.1922 0.0838 6.6% 0.0131 1.0% 86% False False 142
60 1.3558 1.1922 0.1636 12.9% 0.0111 0.9% 44% False False 98
80 1.3625 1.1922 0.1703 13.5% 0.0088 0.7% 42% False False 74
100 1.3765 1.1922 0.1843 14.6% 0.0071 0.6% 39% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3169
2.618 1.2996
1.618 1.2890
1.000 1.2824
0.618 1.2784
HIGH 1.2718
0.618 1.2678
0.500 1.2665
0.382 1.2652
LOW 1.2612
0.618 1.2546
1.000 1.2506
1.618 1.2440
2.618 1.2334
4.250 1.2162
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 1.2665 1.2644
PP 1.2658 1.2644
S1 1.2652 1.2643

These figures are updated between 7pm and 10pm EST after a trading day.

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